SAMPLE 1 20
READ (KLEING.txt) C W P A
STAT W P A / PCOR
* Unrestricted estimation
OLS C W P A
* Restricted estimation
OLS C W P A / RESTRICT
RESTRICT P=0.75*W
RESTRICT A=0.625*W
END
* --------------------------------------------------------------------
* An equivalent way of obtaining the restricted least squares estimates
* is to make a substitution for the restrictions as follows.
GENR X = W + 0.75*P + 0.625*A
OLS C X
* Get the estimated coefficent on P
TEST 0.75*X
* Get the estimated coefficent on A
TEST 0.625*X
* --------------------------------------------------------------------
*
* Test to determine if the restrictions are accepted or rejected
* Individual Restriction Test : t-test
OLS C W P A
TEST P=0.75*W
TEST A=0.625*W
* Joint Test of the Restrictions : F-test
TEST
TEST P=0.75*W
TEST A=0.625*W
END
STOP